Augmented self-concordant barriers and nonlinear optimization problems with finite complexity

In this paper the authors study special barrier functions for the convex cones, which are the sum of a self-concordant barrier for the cone and a positive-semidefinite quadratric form.

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Year of publication:	2000-10-09
Authors:	Nesterov, Jurij E. ; Vial, Jean-Philippe
Publisher:	Université <Genève>
Subject:	Funktion <Mathematik> Mehrere Variable \| self-concordant functions \| Erweiterung \| Nichtlineare Optimierung \| nonlinear optimization \| Komplexität

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Introduction
Augmented self-concordant barriers
Finding the analytical center
Constrained analytic center
Application
Discussion
References

Persistent link: https://www.econbiz.de/10005843510